Lenses come in different diameters, and you need to buy the filter in the proper size for the lens you're using it on.
Most lenses state the filter thread size, in the print which surrounds the front lens element. This will give the lens info - like '28-300mm f/3.5-6.3' or whatever. Then there is a symbol - usually a slashed 'o' - followed by a number in mm (millimeters), such as '62mm'. Whatever that figure is, is the diameter of filter you will need, to fit the threads on that particular lens.
Also, in Polarizers, there are two different types - known as Linear and Circular. For use with autofocus, you want to be sure to buy a Circular Polarizer - which is usually designated as 'C-PL' on its rim, if you're shopping for one locally.
Prices vary WILDLY on these, so be sure to do your homework before buying. Local shops will likely be the most expensive. B&H is an excellent mail/net order supplier. I can also highly recommend eBay seller 'shop4av' out of Omaha - who offers excellent pricing on Sunpak-brand filters, which I use extensively.
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For your further Filter education, let me share a tutorial on the subject - prepared by a member of my Mind Of Minolta group on Yahoo.
http://tinyurl.com/6t682
B&H's website also features a good basic tutorial on Filters.